Preheat the oven to 400 F.
Arrange four 12-inch squares of aluminum foil on countertop. Spray each with cooking spray and top with the fish fillet.
Sprinkle evenly with chives, zest, salt and pepper. Arrange carrots and zucchini around each fillet. Drizzle with orange juice and oil.
Fold foil over the fish and vegetables, crimping the edges tightly to seal. Place each packet on a large rimmed baking sheet.
Bake 14 minutes or until the fish flakes easily with a fork. Serve each packet warm on a dinner plate, being careful to unwrap.